+1,097.4%
SMH vs EW
+6,604.2%
-5,506.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +12.1% | +4.9% | +7.1% | +10.5% |
| 30D | -14.7% | +24.1% | -38.8% | -20.2% |
| 3M | -14.2% | +13.7% | -27.9% | -17.8% |
| 6M | -10.6% | +32.7% | -43.3% | -18.5% |
| YTD | +39.3% | +24.1% | +15.2% | +29.2% |
| 1Y | +41.6% | +23.6% | +17.9% | +31.4% |
| 3Y | +223.4% | +64.8% | +158.6% | +165.5% |
| 5Y | +243.5% | -8.8% | +252.3% | +233.7% |
| 10Y | +1,506.6% | +248.8% | +1,257.9% | +973.2% |
| All | +1,097.4% | +6,604.2% | -5,506.7% | +267.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling